Do you have a voltmeter or a test light (of the right voltage)?
unplug the headlight and put the test leads on the wires that go to it. If they operate correctly then buy a new bulb.
another way is to make mini jumper cables and connect the bulb directly to the battery for a few seconds. If it lights you are looking for a disconnect..if not, buy a bulb.
It could have three wires going to it...high, low, and ground.
don't mix them up. have fun